Quantum Finance - Path Integrals and Hamiltonians for Options and Interest Rates (Paperback)

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	July 2007
First published:	May 2007
Authors:	Belal E. Baaquie
Dimensions:	244 x 170 x 18mm (L x W x T)
Format:	Paperback - Trade
Pages:	336
ISBN-13:	978-0-521-71478-5
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	0-521-71478-8
Barcode:	9780521714785

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